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A robust test for testing the correlation coefficient |
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| Authors: | M. L. Tiku N. Balakrishnan |
| Affiliation: | Department of Mathematics and Statistics , McMaster University , Hamilton, Canada, L8S 4K1 |
| Abstract: | A test based on Tiku's MML (modified maximum likelihood) estimators is developed for testing that the population correlation coefficient is zero. The test is compared with various other tests and shown to have good Type I error robustness and power for numerous symmetric and skew bivariate populations. |
| Keywords: | modified maximum likelihood estimators tests for correlation robustness type I error power nonparametric tests outliers |